State-Dependent Survival and Detection Probabilities
Estimation of survival probabilities for use in cost-effectiveness analysis: a comparison of a multi-state modelling survival analysis approach with partitioned survival and Markov decision-analytic modelling
... and survival probabilities that there is in the absence of compet- ing ...the survival, because survival is based on a com- bination of two or more hazards rather than just ...term ...
13
Fault detection filter design for continuous time nonlinear Markovian jump systems with mode dependent delay and time varying transition probabilities
... fault detection filter (FDF) design for continuous-time nonlinear Markovian jump systems (NMJSs) with mode-dependent delay and time-varying transition probabilities ...
23
Effects of Photo and Genotype-Based Misidentification Error on Estimates of Survival, Detection and State Transition using Multistate Survival Models
... varying state survival ( ϕ), detection (p) and transition ( ψ), number of total capture occasions and releases per capture occasion and then modified these scenarios to mimic false rejection error ...
13
Antitrust enforcement with price-dependent fines and detection probabilities
... the detection probability depends on the magnitude of price changes, whereas our paper focuses on the cartel pricing in steady state, in which the detection probability is either constant or an ...
11
Markov Switching Models with state dependent time varying transition probabilities
... To sum up, the results from the Monte Carlo experiments suggest that, in the pres- ence of unaccounted changes in the parameters of the transition functions and the noise covariance matrix, ML produces severely biased ...
36
Markov-Switching Models with state-dependent time-varying transition probabilities
... To sum up, the results from the Monte Carlo experiments suggest that, in the pres- ence of unaccounted changes in the parameters of the transition functions and the noise covariance matrix, ML produces severely biased ...
35
Modeling trends in cohort survival probabilities
... In contrast, Richards et. al. (2005) state that “mortality is also strongly influenced by lifetime health behaviors. A great deal is now known about mechanisms linking various health behaviors to mortality ...
31
Non-parametric estimation of survival probabilities with a time-dependent exposure switch: application to (simulated) heart transplant data
... contributions of all transplanted patients, even with different waiting times, can be involved in the estimation. DISCUSSION In this paper we showed how to summarize, using product limit estimators, the survival ...
7
Assessing the effect of a partly unobserved, exogenous, binary time-dependent covariate on survival probabilities using generalised pseudo-values
... long-term survival of those patients who have a donor available and can potentially receive an SCT with those who do not have a suitable donor and for whom SCT is ...disease state of the ...
11
Optimal annuitization, uncertain survival probabilities, and maxmin preferences
... Proof – See Appendix B. With a maxmin utility criterion, the individual should not purchase annuities but sell them short, or, equivalently, purchase pure life insurance policies (Bernheim, 1991). Proposition 2 claims ...
9
Pricing Longevity Bonds using Implied Survival Probabilities
... Furthermore, it is widely accepted that the current increasing attention to sto- chastic mortality modeling is largely due to the low interest rate environment. When rates are low, the values of the liabilities of ...
21
On the evaluation of finite-time ruin probabilities in a dependent risk model
... the survival probability with a prescribed accuracy using (4) has been introduced, which is also applicable for the case of discrete claim amounts whereby the number of summands in the already finite summation in ...
39
Asymptotic tail probabilities for large claims reinsurance of a portfolio of dependent risks
... 3 Main Results Throughout this paper it is assumed that the common df F = 1 − F ¯ has positive support and infinite right endpoint. For ease of exposition, we first assume that the survival copula, which describes ...
14
Conditional survival probabilities under partial information: a recursive quantization approach with applications
... the survival pro- cesses is ...default probabilities which are characterized by a path-dependent feature keeping the memory of all the path of the observed ...
25
Mathematical Model for Obtaining Survival Probabilities of Aldosterone-Producing Adenoma Due to Stress
... the state of a system leads to its failure with a fixed probability ...system‟s survival in [0, t) can be easily obtained for the Poisson process of ...
8
Mixture Cure Survival Models with Dependent Censoring
... mixture survival model to analyze survival data with nonnegligible cure ...the survival time and the censoring ...the survival time using a class of Archimedean copula ...cure ...
43
CX3CR1 dependent renal macrophage survival promotes Candida control and host survival
... steady state and throughout infection, which protect from ...macrophage survival in acute fungal control and are consistent with the reported Cx3cr1-dependent antiapop- totic effects on macrophages ...
18
Uncertainty and global sensitivity analysis of neutron survival and extinction probabilities using polynomial chaos
... These probabilities are key quantities in the characterization of strongly stochastic neutronic systems (exemplified by multiplying media with weak internal sources) where the fluctuations in the neutron number ...
33
Ruin Probabilities with Dependent Claims
... estimate probabilities of ruin, we produced a number of sample paths of the surplus process defined in (1) by simulation, followed each path until either ruin or a fixed period in the future to terminate the ...of ...
33
Modeling trends in cohort survival probabilities
... Copyright and reuse: City Research Online aims to make research outputs of City, University of London available to a wider audience.. Copyright and Moral Rights remain with the author([r] ...
6